Related papers: A Computationally Stable Approach to Gaussian Proc…
In this paper, we treat the problem of evaluating the asymptotic error in a numerical integration scheme as one with inherent uncertainty. Adding to the growing field of probabilistic numerics, we show that Gaussian process regression (GPR)…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the system over an initial (short) time step, where the flow map is…
The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…
Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…
Modern machine learning paradigms, such as deep learning, occur in or close to the interpolation regime, wherein the number of model parameters is much larger than the number of data samples. In this work, we propose a regularity condition…
Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…
Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan:…
Repetitive motion tasks are common in robotics, but performance can degrade over time due to environmental changes and robot wear and tear. Iterative learning control (ILC) improves performance by using information from previous iterations…
Computer experiments have become ubiquitous in science and engineering. Commonly, runs of these simulations demand considerable time and computing, making experimental design extremely important in gaining high quality information with…
We present techniques for effective Gaussian process (GP) modelling of multiple short time series. These problems are common when applying GP models independently to each gene in a gene expression time series data set. Such sets typically…
The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. Gaussian processes…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
Grid-based modelling is widely used for estimating stellar parameters. However, stellar model grid is sparse because of the computational cost. This paper demonstrates an application of a machine-learning algorithm using the Gaussian…
The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…
This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…
By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…
Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…
In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…